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Related papers: Geometric modelling of spatial extremes

200 papers

From environmental sciences to finance, there is a growing demand for methods that can assess the risks of extreme events beyond those observed in available data. Extrapolating extreme events beyond the range of the data is not obvious.…

Methodology · Statistics 2026-04-07 Boris Beranger , Simone A. Padoan

The generalized extreme value (GEV) distribution is a popular model for analyzing and forecasting extreme weather data. To increase prediction accuracy, spatial information is often pooled via a latent Gaussian process (GP) on the GEV…

Methodology · Statistics 2024-05-20 Meixi Chen , Reza Ramezan , Martin Lysy

Earth System Models (ESMs) are the state of the art for projecting the effects of climate change. However, longstanding uncertainties in their ability to simulate regional and local precipitation extremes and related processes inhibit…

Applications · Statistics 2017-07-20 Evan Kodra , Singdhansu Chatterjee , Stone Chen , Auroop R. Ganguly

The analysis of spatial extremes requires the joint modeling of a spatial process at a large number of stations and max-stable processes have been developed as a class of stochastic processes suitable for studying spatial extremes. Spatial…

Methodology · Statistics 2012-09-28 Soyoung Jeon , Richard L. Smith

Extreme values geostatistics make it possible to model the asymptotic behaviors of random phenomena which depends on space or time parameters. In this paper, we propose new models of the extremal coefficient within a spatial stationary…

Methodology · Statistics 2022-07-05 Ouoba Fabrice , Diakarya Barro , Hay Yoba Talkibing

Inference on the extremal behaviour of spatial aggregates of precipitation is important for quantifying river flood risk. There are two classes of previous approach, with one failing to ensure self-consistency in inference across different…

Methodology · Statistics 2022-06-22 Jordan Richards , Jonathan A. Tawn , Simon Brown

Extreme environmental phenomena such as major precipitation events manifestly exhibit spatial dependence. Max-stable processes are a class of asymptotically-justified models that are capable of representing spatial dependence among extreme…

Applications · Statistics 2013-01-09 Brian J. Reich , Benjamin A. Shaby

Data derived from remote sensing or numerical simulations often have a regular gridded structure and are large in volume, making it challenging to find accurate spatial models that can fill in missing grid cells or simulate the process…

Machine Learning · Statistics 2025-05-07 Sweta Rai , Douglas W. Nychka , Soutir Bandyopadhyay

Many statistical models are algebraic in that they are defined by polynomial constraints or by parameterizations that are polynomial or rational maps. This opens the door for tools from computational algebraic geometry. These tools can be…

Statistics Theory · Mathematics 2007-06-13 Mathias Drton

Intense precipitation events are commonly known to be associated with an increased risk of flooding. As a result of the societal and infrastructural risks linked with flooding, extremes of precipitation require careful modelling. Extreme…

Applications · Statistics 2017-10-06 Paul Sharkey , Hugo C. Winter

Spatial maps of extreme precipitation are crucial in flood protection. With the aim of producing maps of precipitation return levels, we propose a novel approach to model a collection of spatially distributed time series where the…

Methodology · Statistics 2023-04-27 Federica Stolf , Antonio Canale

A successful model for high-dimensional spatial extremes should, in principle, be able to describe both weakening extremal dependence at increasing levels and changes in the type of extremal dependence class as a function of the distance…

Methodology · Statistics 2022-12-14 Silius M. Vandeskog , Sara Martino , Raphaël Huser

Model-based approaches bear great promise for decision making of agents interacting with the physical world. In the context of spatial environments, different types of problems such as localisation, mapping, navigation or autonomous…

Machine Learning · Statistics 2019-06-21 Atanas Mirchev , Baris Kayalibay , Maximilian Soelch , Patrick van der Smagt , Justin Bayer

There is substantial empirical and climatological evidence that precipitation extremes have become more extreme during the twentieth century, and that this trend is likely to continue as global warming becomes more intense. However,…

Extreme precipitation events occurring over large spatial domains pose substantial threats to societies because they can trigger compound flooding, landslides, and infrastructure failures across wide areas. A hybrid framework for spatial…

Applications · Statistics 2025-09-15 Zimu Wang , Yifan Wu , Daning Bi

Extreme floods cause casualties, and widespread damage to property and vital civil infrastructure. We here propose a Bayesian approach for predicting extreme floods using the generalized extreme-value (GEV) distribution within gauged and…

Modelling the extremal dependence structure of spatial data is considerably easier if that structure is stationary. However, for data observed over large or complicated domains, non-stationarity will often prevail. Current methods for…

Methodology · Statistics 2021-03-04 Jordan Richards , Jennifer L. Wadsworth

Many environmental processes such as rainfall, wind or snowfall are inherently spatial and the modelling of extremes has to take into account that feature. In addition, environmental processes are often attached with an angle, e.g., wind…

Methodology · Statistics 2024-07-04 Gaspard Tamagny , Mathieu Ribatet

The extremogram, proposed by Davis and Mikosch (2008), is a useful tool for measuring extremal dependence and checking model adequacy in a time series. We define the extremogram in the spatial domain when the data is observed on a lattice…

Statistics Theory · Mathematics 2015-06-09 Yongbum Cho , Richard A. Davis , Souvik Ghosh

Modeling the risk of extreme weather events in a changing climate is essential for developing effective adaptation and mitigation strategies. Although the available low-resolution climate models capture different scenarios, accurate risk…

Atmospheric and Oceanic Physics · Physics 2022-12-06 Anamitra Saha , Sai Ravela